Ride like hell to find the nearest building or shelter. Once we ran upon an old over grown baseball field out in the middle of nowhere, probably built in the 40's or 50's and we took refuge in this fallen down dugout for a couple hours and rode the severe storm out with a blanket thrown over us because the temps dropped so dramatically.

As a last resort, you might stop and throw your tent up in a lower lying area to give you some shelter (just make sure it's not next to a creek or stream that could flood).